解析 a) Delta of long position in one option is 0.563. Bank should buy 281,500 shares b) Delta changes to 0.686. Bank should buy a further 61,500 shares. The bank has a negative gamma and so is likely to have lost money from the big move, c) Delta changes to 0.427. The bank sh...
The strike price, also known as the exercise price, is the fixed price at which the owner of an option either can buy or sell an underlying security.
a大家都知道水是生命的基础 正在翻译,请等待...[translate] aThe recourse guarantee is similar to a put option, where the strike price is the face value of the receivable. 依赖保证于一个出售选择权是相似的,结算价是面值的应收。[translate]
abecause your everyday is everything 因为您每天是一切[translate] aSaw Gali 锯Gali[translate] aEntry price 词条价格[translate] aI thought that we could be great partners someday. Seems that I was wrong. 我认为我们可能某天是了不起的伙伴。 似乎我错误。[translate] ...
1. 某投资者以3美元的价格买入欧式看跌期权，股票价格为42美元，执行价格为40美元，在什么情况下投资者会盈利?在什么情况下期权会被行使?画出在到期时投资者盈利与股票价格的关系图。An investor buys a European put on a share for $3. The stock price is $42 and the strike price is $40. Under ...
strike price (redirected fromstrike prices) Financial Related to strike prices:Call options n. The fixed price at which the owner of an option can purchase, in the case of a call, or sell, in the case of a put, the underlying security or commodity. ...
orin-the-moneyoptions because the OTM options require the underlying asset to move further in order for the value of the option (called thepremium) to substantially increase. Out-of-the-money options are ones whereby thestrike priceis unfavorable when compared to the underlying stock's price.1...
A strike price, also referred to as an execution price, represents the price at which a securities contract may be exercised, that is either bought or sold. It is most common in options trading. Options are derivative contracts that provide investors with the "option" to purchase or sell an...
1.What is a lower bound for the price of a six-month call option on a nondividend-paying stock when the stock price is $80,the strike price is $75,and the risk-free interest rate is 10% per annum?2.What is a lower bound for the price of a two-month European put option on a...
B is correct. When the volatility of the underlying decreases, the value of the option also decreases, meaning that the upper payoff value of the hedge portfolio combining them declines. However, the lower payoff value remains at zero.【释义】最初,看涨期权的行权价与标的资产市场价格相等,二叉树...